ICE US Dollar Index Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
80.535 |
79.925 |
-0.610 |
-0.8% |
81.670 |
| High |
80.585 |
80.345 |
-0.240 |
-0.3% |
81.680 |
| Low |
79.755 |
79.785 |
0.030 |
0.0% |
80.185 |
| Close |
79.934 |
79.930 |
-0.004 |
0.0% |
80.406 |
| Range |
0.830 |
0.560 |
-0.270 |
-32.5% |
1.495 |
| ATR |
0.698 |
0.688 |
-0.010 |
-1.4% |
0.000 |
| Volume |
24,808 |
24,896 |
88 |
0.4% |
78,896 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.700 |
81.375 |
80.238 |
|
| R3 |
81.140 |
80.815 |
80.084 |
|
| R2 |
80.580 |
80.580 |
80.033 |
|
| R1 |
80.255 |
80.255 |
79.981 |
80.418 |
| PP |
80.020 |
80.020 |
80.020 |
80.101 |
| S1 |
79.695 |
79.695 |
79.879 |
79.858 |
| S2 |
79.460 |
79.460 |
79.827 |
|
| S3 |
78.900 |
79.135 |
79.776 |
|
| S4 |
78.340 |
78.575 |
79.622 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.242 |
84.319 |
81.228 |
|
| R3 |
83.747 |
82.824 |
80.817 |
|
| R2 |
82.252 |
82.252 |
80.680 |
|
| R1 |
81.329 |
81.329 |
80.543 |
81.043 |
| PP |
80.757 |
80.757 |
80.757 |
80.614 |
| S1 |
79.834 |
79.834 |
80.269 |
79.548 |
| S2 |
79.262 |
79.262 |
80.132 |
|
| S3 |
77.767 |
78.339 |
79.995 |
|
| S4 |
76.272 |
76.844 |
79.584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.375 |
79.755 |
1.620 |
2.0% |
0.625 |
0.8% |
11% |
False |
False |
21,673 |
| 10 |
82.045 |
79.755 |
2.290 |
2.9% |
0.687 |
0.9% |
8% |
False |
False |
20,971 |
| 20 |
82.045 |
79.755 |
2.290 |
2.9% |
0.649 |
0.8% |
8% |
False |
False |
18,363 |
| 40 |
82.045 |
78.255 |
3.790 |
4.7% |
0.680 |
0.9% |
44% |
False |
False |
14,666 |
| 60 |
82.045 |
75.500 |
6.545 |
8.2% |
0.621 |
0.8% |
68% |
False |
False |
9,787 |
| 80 |
82.045 |
75.255 |
6.790 |
8.5% |
0.560 |
0.7% |
69% |
False |
False |
7,343 |
| 100 |
82.045 |
75.255 |
6.790 |
8.5% |
0.470 |
0.6% |
69% |
False |
False |
5,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.725 |
|
2.618 |
81.811 |
|
1.618 |
81.251 |
|
1.000 |
80.905 |
|
0.618 |
80.691 |
|
HIGH |
80.345 |
|
0.618 |
80.131 |
|
0.500 |
80.065 |
|
0.382 |
79.999 |
|
LOW |
79.785 |
|
0.618 |
79.439 |
|
1.000 |
79.225 |
|
1.618 |
78.879 |
|
2.618 |
78.319 |
|
4.250 |
77.405 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.065 |
80.195 |
| PP |
80.020 |
80.107 |
| S1 |
79.975 |
80.018 |
|